+115.1%
NOK vs CGNX
-25.4%
+140.5%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +4.1% | +0.7% | +3.9% |
| 7D | +11.0% | +3.2% | +7.8% | +10.2% |
| 30D | +7.8% | +6.0% | +1.8% | +6.5% |
| 3M | -21.0% | +3.5% | -24.6% | -21.4% |
| 6M | +40.9% | +26.3% | +14.6% | +35.0% |
| YTD | +72.0% | +79.2% | -7.2% | +50.1% |
| 1Y | +140.9% | +43.8% | +97.1% | +119.7% |
| 3Y | +194.3% | +52.0% | +142.3% | +152.0% |
| All | +115.1% | -25.4% | +140.5% | +109.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CGNX.
Daily Out/Under-Performance
Portfolio return minus CGNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CGNX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded CGNX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling